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Can I read Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104) on EtoBox?

Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104) by Rogemar S. Mamon, Robert J. Elliott, Robert J. Elliott is a nonfiction available to read on EtoBox.

What is Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104) about?

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. __Hidden Markov Models in Finance__ by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financial problems; namely, pricing options and variance swaps, valuation of life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and inventory level, testing foreign exchange rate hypothesis, and early warning systems for currency crises. This book provides researchers and practitioners with analyses that allow them to sort through the random "noise" of financial markets (i.e., turbulence, volatility, emotion, chaotic events, etc.) and analyze the fundamental components of economic markets. Hence, __Hidden Markov Models in Finance__ provides decision makers with a clear, accurate picture of core financial components by filtering out the random noise in financial markets.

Who reads Hidden Markov Models in Finance (International Series in Operations Research & Management Science, 104)?

It is typically read by self-directed learners exploring a subject in depth.

Common subject areas: history, science, philosophy, social sciences.

Author
Rogemar S. Mamon, Robert J. Elliott, Robert J. Elliott
Publisher
Springer Science+Business Media, LLC
Published
2007
Language
EN
ISBN
9780387711638
Category
nonfiction
Subjects
Science, Mathematics, Finance

Other editions & translations

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